Jianqing Fan, Wenyan Gong, Chris Junchi Li, Qiang Sun. Statistical Sparse Online Regression: A Diffusion Approximation Perspective. In Amos J. Storkey, Fernando Pérez-Cruz, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2018, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands, Spain. Volume 84 of Proceedings of Machine Learning Research, pages 1017-1026, PMLR, 2018. [doi]
Abstract is missing.